WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 602,962
COMMITMENTS
117,747 181,501 224,102 209,646 146,703 551,495 552,306 51,467 50,656
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 35,184)
1,841 13,993 30,403 840 -5,661 33,084 38,734 2,100 -3,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 30.1 37.2 34.8 24.3 91.5 91.6 8.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
152 146 170 113 106 350 345
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 13,340
COMMITMENTS
4,577 550 1,088 7,404 11,602 13,070 13,240 270 100
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -1,264)
851 -121 238 -2,153 -1,321 -1,064 -1,204 -200 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 4.1 8.2 55.5 87.0 98.0 99.3 2.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 2 4 16 10 24 15
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 320,860
COMMITMENTS
83,472 115,868 76,656 125,116 107,838 285,244 300,363 35,616 20,497
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 12,483)
4,453 5,594 9,416 -1,334 -1,597 12,535 13,413 -52 -930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 36.1 23.9 39.0 33.6 88.9 93.6 11.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
87 63 75 98 86 218 196
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,011,395
COMMITMENTS
331,343 445,304 596,463 826,686 752,901 1754492 1794667 256,904 216,728
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 38,054)
-4,674 75,525 31,526 5,502 -60,207 32,354 46,843 5,700 -8,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 22.1 29.7 41.1 37.4 87.2 89.2 12.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 842)
214 172 239 369 361 691 676
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,506
COMMITMENTS
1,630 606 263 1,119 2,540 3,011 3,409 1,495 1,096
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -249)
-241 92 4 30 -468 -207 -373 -42 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 13.5 5.8 24.8 56.4 66.8 75.7 33.2 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 4 4 9 8 20 13
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 763,800
COMMITMENTS
123,832 152,406 214,957 370,710 300,476 709,499 667,839 54,301 95,961
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 14,717)
-648 12,274 21,345 -5,757 -14,810 14,940 18,809 -223 -4,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 20.0 28.1 48.5 39.3 92.9 87.4 7.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 629)
139 181 218 199 245 476 530
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 515,328
COMMITMENTS
117,148 70,984 156,639 207,140 259,746 480,928 487,368 34,400 27,959
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 3,409)
9 2,426 6,382 1,488 -3,282 7,879 5,526 -4,470 -2,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 13.8 30.4 40.2 50.4 93.3 94.6 6.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
110 86 138 86 87 281 261
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,139,540
COMMITMENTS
117,161 159,856 150,305 693,632 659,631 961,098 969,792 178,442 169,748
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -141,588)
-17,616 -20,469 -57,723 -28,424 -41,209 -103,763 -119,400 -37,825 -22,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 14.0 13.2 60.9 57.9 84.3 85.1 15.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
42 37 46 91 97 153 160
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,132,143
COMMITMENTS
111,743 414,602 25,385 833,676 596,213 970,804 1036200 161,339 95,943
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -67,460)
-498 -16,767 -12,403 -4,296 -13,054 -17,197 -42,225 -50,262 -25,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 36.6 2.2 73.6 52.7 85.7 91.5 14.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
20 17 20 80 68 108 97
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,439
COMMITMENTS
254 426 42 850 652 1,146 1,120 293 319
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -251)
74 -170 28 -354 -126 -252 -268 1 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 29.6 2.9 59.1 45.3 79.6 77.8 20.4 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 4 2 8 8 16 14
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 472,620
COMMITMENTS
87,516 103,829 101,632 236,324 231,306 425,472 436,767 47,148 35,853
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -2,756)
7,838 -152 -2,937 -4,104 4,483 797 1,394 -3,553 -4,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 22.0 21.5 50.0 48.9 90.0 92.4 10.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
72 92 93 112 93 247 226
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,021
COMMITMENTS
762 4,899 523 6,111 2,379 7,397 7,802 1,624 1,219
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -347)
-72 -3 53 -149 -234 -168 -184 -180 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 54.3 5.8 67.7 26.4 82.0 86.5 18.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 17 11 17 10 35 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,981,335
COMMITMENTS
701,621 884,224 115,699 1960131 1858906 2777452 2858829 203,883 122,505
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -140,491)
-2,816 36,407 -37,983 -79,186 -97,528 -119,984 -99,104 -20,507 -41,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 29.7 3.9 65.7 62.4 93.2 95.9 6.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
64 50 48 154 137 242 211
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,334,677
COMMITMENTS
549,819 769,553 574,718 2767346 2575780 3891883 3920050 442,794 414,627
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -359,578)
-110,266 -91,456 12,234 -174,697 -222,081 -272,729 -301,303 -86,849 -58,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 17.8 13.3 63.8 59.4 89.8 90.4 10.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
76 86 91 193 199 318 327
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 664,646
COMMITMENTS
63,666 118,485 14,515 474,286 381,706 552,467 514,706 112,179 149,940
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -79,969)
-14,258 -22,004 -3,373 -37,880 -10,890 -55,511 -36,267 -24,458 -43,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 17.8 2.2 71.4 57.4 83.1 77.4 16.9 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
13 15 10 59 58 78 77
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,484,074
COMMITMENTS
704,792 919,444 279,016 3142024 2936084 4125832 4134544 358,242 349,530
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -170,289)
-79,016 -45,091 49,486 -102,080 -84,345 -131,610 -79,950 -38,679 -90,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 20.5 6.2 70.1 65.5 92.0 92.2 8.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
57 64 63 143 155 229 253
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,644,765
COMMITMENTS
231,164 310,922 387,002 991,979 893,586 1610145 1591509 34,620 53,256
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -252,258)
-14,233 -120,301 -85,601 -145,257 -40,539 -245,091 -246,441 -7,167 -5,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 18.9 23.5 60.3 54.3 97.9 96.8 2.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
32 39 50 59 69 117 137
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 45,849
COMMITMENTS
19,521 9,291 2,637 16,649 24,705 38,806 36,632 7,044 9,217
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 1,782)
1,117 1,376 211 -77 307 1,250 1,893 532 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 20.3 5.8 36.3 53.9 84.6 79.9 15.4 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
31 29 10 31 30 69 62
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 91,699
COMMITMENTS
39,041 18,582 5,273 33,297 49,410 77,612 73,265 14,087 18,434
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 3,565)
2,234 2,752 422 -155 613 2,501 3,787 1,064 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 20.3 5.8 36.3 53.9 84.6 79.9 15.4 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
31 29 10 31 30 69 62
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 32,569
COMMITMENTS
2,677 446 0 28,357 31,236 31,034 31,682 1,535 887
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 1,078)
126 0 0 1,277 591 1,403 591 -325 487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 1.4 0.0 87.1 95.9 95.3 97.3 4.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 11 10 14 11
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 26,382
COMMITMENTS
18,424 24,817 313 7,442 1,203 26,179 26,333 203 49
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -1,678)
-1,481 -1,719 24 -251 0 -1,708 -1,695 30 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.8 94.1 1.2 28.2 4.6 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
24 17 3 3 2 29 20
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,483
COMMITMENTS
15,857 11,802 148 13,401 14,201 29,406 26,151 77 3,332
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -163)
585 -53 33 -720 72 -102 52 -61 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 40.0 0.5 45.5 48.2 99.7 88.7 0.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 10 3 4 14 13 25
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 13,950
COMMITMENTS
13,061 6,267 27 850 5,697 13,938 11,991 12 1,959
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -224)
444 -65 -8 -668 96 -232 23 8 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
93.6 44.9 0.2 6.1 40.8 99.9 86.0 0.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 11 2 2 8 9 19
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 73,685
COMMITMENTS
19,980 19,954 53,704 0 0 73,684 73,658 1 27
CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 455)
455 462 0 0 0 455 462 0 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 27.1 72.9 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 14 4 0 0 9 16
Updated March 08, 2019